+7.0%
DXCM vs IAG
+102.4%
-95.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.8% |
| 7D | -6.5% | +1.7% | -8.2% | -6.5% |
| 30D | -4.3% | +11.4% | -15.7% | -4.7% |
| 3M | +7.3% | +33.0% | -25.8% | +6.1% |
| 6M | +22.0% | -6.0% | +28.0% | +23.4% |
| YTD | +26.4% | +24.6% | +1.8% | +26.9% |
| 1Y | +7.0% | +105.0% | -98.0% | +15.7% |
| All | +7.0% | +102.4% | -95.4% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling